-53.4%
TE vs ELAN
-19.8%
-33.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.6% |
| 7D | +0.9% | -6.4% | +7.3% | +3.4% |
| 30D | -16.3% | +0.6% | -16.8% | -16.5% |
| 3M | -40.8% | 0.0% | -40.7% | -41.5% |
| 6M | -42.6% | -3.4% | -39.2% | -42.9% |
| YTD | -31.4% | +1.0% | -32.5% | -32.8% |
| 1Y | +144.9% | +24.7% | +120.2% | +120.2% |
| 3Y | -26.0% | +97.2% | -123.2% | -43.9% |
| 5Y | -48.5% | -31.5% | -17.0% | -57.5% |
| All | -53.4% | -19.8% | -33.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling